Doctoral Training Grants 2011/12 Allocation
Funder: EPSRCDuration: October 2011 - September 2015
People
| Name | Telephone | Office | ||
|---|---|---|---|---|
|
Professor Paresh Date Head of Department-Mathematics/Professor (Principal investigator)
T: +44 (0)1895 265613
E: paresh.date@brunel.ac.uk |
+44 (0)1895 265613 | paresh.date@brunel.ac.uk | Tower A 015 |
Outputs
Date, P. and Bustreo, R. (2015) 'Value-at-Risk for fixed-income portfolios: a Kalman filtering approach'. IMA Journal of Management Mathematics, 27 (4). pp. 557 - 573. ISSN: 1471-678X Open Access Link